WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,461
COMMITMENTS
146,807 244,235 194,243 251,212 152,791 592,262 591,269 47,199 48,192
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 13,030)
4,818 2,045 6,520 779 3,560 12,117 12,125 913 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 38.2 30.4 39.3 23.9 92.6 92.5 7.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
135 171 166 112 111 344 362
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,255
COMMITMENTS
109,361 112,590 66,415 137,175 137,923 312,951 316,928 26,304 22,327
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,281)
-2,112 -9,183 10,921 -11,682 -7,054 -2,873 -5,315 -1,408 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 33.2 19.6 40.4 40.7 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
104 71 82 88 84 229 209
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,915,789
COMMITMENTS
342,635 489,615 491,551 836,466 718,543 1670652 1699709 245,137 216,080
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 63,837)
-4,810 19,140 45,720 18,715 -6,188 59,625 58,672 4,212 5,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 25.6 25.7 43.7 37.5 87.2 88.7 12.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 830)
203 177 218 366 353 679 656
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,955
COMMITMENTS
2,470 771 572 1,889 4,359 4,930 5,701 2,024 1,253
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -98)
-54 51 94 -58 -210 -18 -65 -80 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 11.1 8.2 27.2 62.7 70.9 82.0 29.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 6 9 11 20 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,057
COMMITMENTS
130,015 212,433 197,197 456,403 341,812 783,615 751,442 59,442 91,615
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 28,259)
-4,150 14,642 10,448 22,383 4,732 28,682 29,822 -423 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 25.2 23.4 54.1 40.5 92.9 89.1 7.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
167 179 226 197 214 487 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,819
COMMITMENTS
118,358 87,664 104,028 219,078 254,715 441,464 446,407 34,355 29,412
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 7,807)
2,492 -3,668 -681 5,187 13,602 6,998 9,253 808 -1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 18.4 21.9 46.0 53.5 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
101 88 114 94 84 263 243
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 952,042
COMMITMENTS
189,143 88,019 123,821 468,659 559,768 781,623 771,608 170,419 180,434
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 44,319)
-5,299 2,574 21,884 20,154 4,274 36,740 28,732 7,580 15,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.2 13.0 49.2 58.8 82.1 81.0 17.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
48 34 49 78 78 145 142
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,193
COMMITMENTS
64,187 171,133 12,945 693,976 612,624 771,107 796,702 117,086 91,491
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 8,663)
6,406 7,013 2,798 -1,762 -1,352 7,443 8,460 1,221 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 19.3 1.5 78.1 69.0 86.8 89.7 13.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
16 14 14 60 75 84 95
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,750
COMMITMENTS
762 1,337 313 1,322 652 2,397 2,302 353 448
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 154)
290 108 20 -131 36 179 164 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 48.6 11.4 48.1 23.7 87.2 83.7 12.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 7 7 8 16 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 418,712
COMMITMENTS
99,375 49,049 78,736 196,697 261,982 374,807 389,766 43,904 28,945
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 3,916)
935 230 1,132 -465 1,474 1,601 2,836 2,315 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 11.7 18.8 47.0 62.6 89.5 93.1 10.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
91 55 92 95 86 231 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,571
COMMITMENTS
1,282 2,952 436 7,000 5,582 8,718 8,969 1,854 1,602
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 483)
-50 347 83 322 -16 356 414 127 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 27.9 4.1 66.2 52.8 82.5 84.8 17.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 18 10 20 13 37 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,960,551
COMMITMENTS
413,189 670,702 117,483 1314004 998,393 1844676 1786577 115,875 173,974
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 72,415)
1,947 33,463 8,189 70,703 21,639 80,838 63,290 -8,423 9,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 34.2 6.0 67.0 50.9 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
57 76 42 135 133 219 224
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,060,053
COMMITMENTS
565,787 715,230 550,518 2597281 2195277 3713585 3461025 346,467 599,028
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 322,914)
-87,915 9,646 170,942 238,681 112,241 321,708 292,829 1,205 30,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.6 13.6 64.0 54.1 91.5 85.2 8.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
78 107 102 178 200 311 354
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 520,079
COMMITMENTS
89,629 64,839 6,851 334,031 304,997 430,511 376,687 89,568 143,392
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 604)
-3,784 -7,634 54 9,835 1,908 6,105 -5,672 -5,501 6,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.5 1.3 64.2 58.6 82.8 72.4 17.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 14 9 46 49 64 66
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,386,811
COMMITMENTS
558,812 1019649 270,784 2298873 1648034 3128468 2938467 258,343 448,344
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 123,346)
24,067 38,021 42,525 54,730 27,976 121,322 108,521 2,024 14,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 30.1 8.0 67.9 48.7 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
56 81 67 139 159 236 266
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,463,971
COMMITMENTS
115,417 187,992 310,406 1005809 908,196 1431632 1406594 32,339 57,377
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 68,247)
-14,469 -34,408 32,316 47,539 67,297 65,386 65,205 2,861 3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.8 21.2 68.7 62.0 97.8 96.1 2.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 45 54 67 72 123 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,734
COMMITMENTS
40,738 7,747 4,995 18,156 57,906 63,889 70,649 12,844 6,085
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,136)
-2,213 2,225 1,002 1,984 -1,819 773 1,408 363 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 10.1 6.5 23.7 75.5 83.3 92.1 16.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
50 21 12 31 30 85 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 153,468
COMMITMENTS
81,477 15,495 9,990 36,312 115,813 127,779 141,297 25,689 12,171
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 2,271)
-4,426 4,451 2,003 3,969 -3,638 1,546 2,816 726 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 10.1 6.5 23.7 75.5 83.3 92.1 16.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
50 21 12 31 30 85 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 77,139
COMMITMENTS
63,887 76,863 251 12,814 0 76,952 77,114 187 25
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 5,321)
3,243 5,324 0 2,030 0 5,273 5,324 48 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 99.6 0.3 16.6 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
27 10 2 3 0 31 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,624
COMMITMENTS
8,972 5,868 0 16,621 19,598 25,593 25,466 31 158
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 110)
-856 -426 0 952 538 96 112 14 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 22.9 0.0 64.9 76.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 14 0 8 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,953
COMMITMENTS
17,529 4,578 23 2,333 15,285 19,885 19,886 68 67
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,487)
79 -605 0 -1,629 -836 -1,550 -1,441 63 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.9 22.9 0.1 11.7 76.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 13 1 4 13 10 26
Updated January 12, 2018